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# numarray.linear_algebra.eigenvectors bug ?

 P: n/a Hi all, I need eigen values and vectors for symmetric matrices (like VCV). Solving with numarray and testing the results, I've got strange results - input and output matrices of some sizes are very different. That's an example of differencies: Size MaxDif(E.Val) MaxDif(E.Vect) 2 0 1.110223e-016 3 1.776357e-015 2.053913e-015 10 1.221245e-015 7.255307e-014 11 3.552714e-015 0.8455322 12 1.526557e-016 1.345035e-013 13 8.881784e-016 0.7796273 14 2.775558e-016 0.7504375 15 2.331468e-015 2.045031e-013 This is for numarray 0.7 on W2K. I hoped to have all the differencies below 1e-15 or so. What's wrong ? Program text is below. Thanks, Eugene Druker import numarray, numarray.linear_algebra EigenVectors = numarray.linear_algebra.eigenvectors Multiply = numarray.matrixmultiply Zeros = numarray.zeros Transpose = numarray.transpose def makeCovMat(size): covmat = Zeros((size,size),'f8') d,t = 0.9,0.8 for i in xrange(size): v = covmat[i,i] = d for j in xrange(i+1,size): v *= t covmat[i,j] = covmat[j,i] = v return covmat print 'Size MaxDif(E.Val) MaxDif(E.Vect)' for size in [2,3]+range(10,24): covmat = makeCovMat(size) eval,evec = EigenVectors(covmat) # Test S = V L V' mdiag = Zeros((size,size),'f8') # L for j in xrange(size): mdiag[j,j] = eval[j] testmat = Multiply(Transpose(evec),Multiply(mdiag,evec)) ival,ivec = EigenVectors(testmat) print ' %3d %-14.7g %-14.7g' % \ (size, (eval-ival).max(), (evec-ivec).max()) Jul 18 '05 #1
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 P: n/a eu***********@yahoo.com (Eugene Druker) writes: I need eigen values and vectors for symmetric matrices (like VCV). Solving with numarray and testing the results, I've got strange results - input and output matrices of some sizes are [...] You'll probably be much better off posting this to whichever mailing list the numarray people use. Google for it. HTH John Jul 18 '05 #2

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